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Research

Working Papers

Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing), R&R Journal of Finance

Intangible Investment, Displacement Risk, and the Value Discount 

Identification of Factor Risk Premia (with Peter G. Hansen)

Code: Here

Semi-Parametric Estimation of Factor Risk Premia

Returns to Active Management: The Case of Hedge Funds (with Ergys Islamaj)

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